Anic Equity¶

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Total return since start: 0.552 %¶

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Equity now: -----------------------------> 47421.12 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46023.13 Kr¶

PnL: ---------------------------------------> -865.44 Kr¶

DD now: ---------------------------------> -2.486 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-27 09:52:29.768469'

Anic Portfolio¶

Today¶

Return: 0.235 %¶

This Week¶

Return: -1.026 %¶

Total¶

Return: 55.245 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 0.640000 3130.000000 203.000000 6.940000 2927.000000
HEBA B 70 0.510000 2786.000000 150.000000 5.690000 2636.000010
HMS Networks 2 -1.260000 780.800000 107.800000 16.020000 673.000000
Nordea Bank Abp 29 0.850000 3513.060000 59.060000 1.710000 3453.999992
MedCap 2 -0.220000 462.000000 41.000000 9.740000 421.000000
Samhällsbyggnadsbo. i Norden B 20 1.330000 395.000000 40.000000 11.270000 355.000000
SAAB B 8 -0.770000 3416.800000 39.800000 1.180000 3377.000000
Corem Property Group B 59 1.580000 608.290000 31.290000 5.420000 576.999999
Resurs Holding 22 1.000000 599.720000 25.720000 4.480000 573.999998
Intrum 4 1.430000 552.600000 25.600000 4.860000 527.000000
OEM International B 7 0.000000 546.000000 18.000000 3.410000 527.999997
Eastnine 4 0.790000 508.000000 17.000000 3.460000 491.000000
Swedbank A 3 0.890000 580.950000 16.950000 3.010000 564.000000
Boozt 12 -0.070000 1670.400000 16.400000 0.990000 1653.999996
AcadeMedia 12 -1.000000 572.880000 15.880000 2.850000 557.000004
Fastighetsbolag. Emilshus Pref 21 0.000000 575.400000 13.400000 2.380000 562.000005
Securitas B 6 1.190000 582.960000 12.960000 2.270000 570.000000
Norva24 Group 16 -0.870000 549.120000 6.120000 1.130000 543.000000
Samhällsbyggnadsbo. i Norden D 12 1.750000 251.040000 5.040000 2.050000 246.000000
Karnov Group 9 0.170000 540.900000 4.900000 0.910000 536.000004
Coor Service Management Hold. 8 -0.220000 534.400000 2.400000 0.450000 532.000000
Creaspac SPAC 6 -0.310000 579.000000 2.000000 0.350000 577.000002
Handelsbanken A 5 0.650000 543.500000 -2.500000 -0.460000 546.000000
Midsona B 63 0.550000 571.410000 -11.590000 -1.990000 582.999984
Essity B 2 0.580000 552.400000 -21.600000 -3.760000 574.000000
CTEK 13 -4.210000 508.300000 -25.700000 -4.810000 533.999999
International Petroleum Corp. 5 2.810000 567.500000 -27.070000 -4.550000 594.565215
Essity A 4 0.550000 1104.000000 -45.000000 -3.920000 1149.000000
Vivesto 1368 -1.230000 547.200000 -65.800000 -10.730000 612.999432
Sampo Oyj SDB 7 0.470000 3776.500000 -73.500000 -1.910000 3850.000000
Fasadgruppen Group 35 1.360000 3661.000000 -150.000000 -3.940000 3810.999990
Beijer Electronics Group 26 0.190000 2808.000000 -163.000000 -5.490000 2971.000006
OX2 18 0.000000 1418.400000 -245.600000 -14.760000 1663.999992
Axfood 13 0.450000 3484.000000 -272.000000 -7.240000 3756.000001
Ovzon 52 -1.120000 2745.600000 -616.400000 -18.330000 3361.999992
TOTAL 46023.130000 -865.440000 -2.48565% 46888.564618

Updated:¶

'2023-01-27 09:52:43.239370'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶